Jpmorgan Small Correlations

JSEZX Fund

USD 36.16 0.00 0.38%

The correlation of Jpmorgan Small is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in nation.

Moving together with Jpmorgan Mutual Fund

0.75	DFSTX	Us Small Cap	Pair Corr
0.82	HD	Home Depot	Pair Corr
0.81	BA	Boeing	Pair Corr
0.71	T	ATT Inc	Pair Corr
0.77	PG	Procter Gamble	Pair Corr

Moving against Jpmorgan Mutual Fund

0.64	RSNRX	Victory Global Natural	Pair Corr
0.64	RSNYX	Victory Global Natural	Pair Corr
0.64	RGNCX	Victory Global Natural	Pair Corr
0.57	SMPSX	Semiconductor Ultrasector	Pair Corr
0.52	SMPIX	Semiconductor Ultrasector	Pair Corr
0.77	JNJ	Johnson Johnson	Pair Corr
0.74	CAT	Caterpillar	Pair Corr
0.72	CSCO	Cisco Systems	Pair Corr
0.62	DD	Dupont De Nemours	Pair Corr
0.61	INTC	Intel Aggressive Push	Pair Corr
0.56	XOM	Exxon Mobil Corp	Pair Corr
0.53	KO	Coca Cola Aggressive Push	Pair Corr
0.42	AXP	American Express	Pair Corr
0.38	TRV	The Travelers Companies	Pair Corr
0.33	BAC	Bank of America	Pair Corr

Related Correlations Analysis

	JABKX	PARJX	RRPPX	TBLDX	TRRJX
JABKX		0.99	0.92	0.93	0.91	JABKX
PARJX	0.99		0.89	0.92	0.91	PARJX
RRPPX	0.92	0.89		0.97	0.96	RRPPX
TBLDX	0.93	0.92	0.97		0.99	TBLDX
TRRJX	0.91	0.91	0.96	0.99		TRRJX
	JABKX	PARJX	RRPPX	TBLDX	TRRJX

Risk-Adjusted Indicators

There is a big difference between Jpmorgan Mutual Fund performing well and Jpmorgan Small Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Jpmorgan Small's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
JABKX	0.24	0.02	0.01	1.08	0.24	(0.27)	0.52	(0.51)	1.82
PARJX	0.28	0.03	0.01	1.14	0.38	(0.27)	0.71	(0.55)	2.28
RRPPX	0.27	0.02	0.01	0.06	0.27	(0.31)	0.51	(0.44)	1.59
TBLDX	0.27	0.01	0.01	0.05	0.34	(0.29)	0.55	(0.54)	1.73
TRRJX	0.39	0.01	0.01	0.04	0.60	(0.36)	0.84	(0.87)	2.60

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Jpmorgan Small Correlations

Moving together with Jpmorgan Mutual Fund

Moving against Jpmorgan Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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